You can either get Paralells or VMFusion (I think that's what it's called) and a version of Windows (XP, Vista, 7) and play it natively through OSX or you can do it through boot-camp. Boot-camp is the better option because it actually uses the hardware on the computer rather than simulation software like Parallels uses (it's also free unlike the two simulation software available). Basically it will run a lot faster with better graphics through boot-camp - I've tried playing CS (the updated graphics one) on my MBP 2.66 through Parallels and it was very unsatisfactory, so boot-camp is definitely what you want.
All you need for boot-camp is a Windows install CD. Go into finder and type in boot-camp and it'll give you step-by-step instructions on what to do.